\name{regime.portfolios}
\alias{regime.portfolios}
\title{Regime Portfolios}
\usage{
  regime.portfolios(regime, portfolios)
}
\arguments{
  \item{regime}{xts or zoo object specifying the regime}

  \item{portfolios}{list of portfolios created by
  \code{combine.portfolios} with corresponding regimes}
}
\value{
  a \code{regime.portfolios} object with the following
  elements \itemize{ \item{regime: }{An xts object of the
  regime} \item{portfolio: }{List of portfolios
  corresponding to the regime} }
}
\description{
  Construct a \code{regime.portfolios} object that contains
  a time series of regimes and portfolios corresponding to
  the regimes.
}
\details{
  Create a \code{regime.portfolios} object to support
  regime switching optimization. This object is then passed
  in as the \code{portfolio} argument in
  \code{optimize.portfolio}. The regime is detected and the
  corresponding portfolio is selected. For example, if the
  current regime is 1, then portfolio 1 will be selected
  and used in the optimization.
}
\author{
  Ross Bennett
}

